CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	96
$α$	0.0191	11.80
$β$	0.9032	297.12
$γ$	0.0777	24.41
$λ_{1}$	0.0168	5.88
$λ_{2}$	0.0236	6.69
$λ_{3}$	0.9733	242.89

V-Lab

Capgemini SE MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:53.95% (-1.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Capgemini SE Analyses